I buy online from various suppliers - Lady Sew n Sew, Cotton Patch, Tabby Cat, Barnyarns and Crafty Quilter are a few. Hannah's Room is great if you like batiks. Jaycotts and Asdings for general supplies. If you google, you'll find their sites. I also have a great LQS 5 minutes away at Barrington Patchwork and another about 40 minutes away at Midsomer Quilting but as I'm in the West Country, it's probably a little far for you to come. :-D
And yes fabric here in the UK is more expensive than in the US but I like to support our native businesses - if we don't use them, we'll lose them. :-D